+485.3%
JCI vs CDW
+933.5%
-448.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | -9.4% | +2.1% | -11.5% | -10.6% |
| 30D | -13.4% | +14.7% | -28.2% | -18.3% |
| 3M | -12.4% | +11.1% | -23.5% | -17.2% |
| 6M | -5.1% | +45.6% | -50.7% | -20.9% |
| YTD | +13.7% | +17.1% | -3.4% | +1.4% |
| 1Y | +11.4% | +13.2% | -1.8% | +0.7% |
| 3Y | +175.9% | -22.2% | +198.1% | +186.4% |
| 5Y | +98.4% | -10.1% | +108.5% | +90.5% |
| 10Y | +311.2% | +307.0% | +4.2% | +139.3% |
| All | +485.3% | +933.5% | -448.2% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling